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Mathematical Analysis of Impact of Oil, Gold and Currency on Tehran Stock Exchange

Author

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  • Abolfazl Biglar Beigi

    (IASBS - Institute for Advanced Studies in Basic Sciences [Zanjan])

Abstract

The use of economic factors has led to a lot of research on the behavior of stock markets. These economic factors can be evaluated simultaneously using statistical tools called joint. The present paper examines the impact of global oil, Currency (Dollar) and gold prices on the Tehran Stock Exchange, using conditional heteroscedastic Models. indeed, we used autoregressive conditional heteroscedastic (ARCH), the generalized ARCH (GARCH) to capture behavior of the volatility. Actual data of years obtained from the Iran Market is used to t the models.

Suggested Citation

  • Abolfazl Biglar Beigi, 2018. "Mathematical Analysis of Impact of Oil, Gold and Currency on Tehran Stock Exchange," Post-Print hal-02093480, HAL.
    • Handle: RePEc:hal:journl:hal-02093480
    Note: View the original document on HAL open archive server: https://hal.science/hal-02093480
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    References listed on IDEAS

    as
    1. Moghaddam, Amir Kamyab & Ketabdar, Milad & Amir Ahmadian, Sepideh & Hoseini, Pedram & Pishdadakhgari, Mohammadali, 2017. "Experimental survey of energy dissipation in nappe flow regime in stepped spillway equipped with inclined steps and sill," MPRA Paper 94690, University Library of Munich, Germany, revised Apr 2017.
    2. Rahmani, Fatemeh & Razaghian, Farhad & Kashaninia, Alireza, 2014. "High Power Two- Stage Class-AB/J Power Amplifier with High Gain and Efficiency," MPRA Paper 86867, University Library of Munich, Germany, revised May 2014.
    3. Sadeghian, Ehsan, 2018. "Modeling and Checking the Power Quality of High Pressure Sodium Vapor Lamp," MPRA Paper 86668, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    TSE; Volatility models; Time series; Autoregressive conditional heteroscedastic; Generalized autoregressive conditional heteroscedastic;
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